Inference for partially linear additive higher-order spatial autoregressive model with spatial autoregressive error and unknown heteroskedasticity

DOI10.1080/03610918.2021.1931323MaRDI QIDQ6116459zbMATH OpenOpenAlexFDO

Authors

Publication date 18 July 2023

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2021.1931323

zbMATH Keywords

instrument variablesievetwo-stage least squares

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• Model averaging for semiparametric additive partial linear models
• On the asymptotic distribution of the Moran \(I\) test stastistic with applications
• Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
• Root-N-Consistent Semiparametric Regression
• Semiparametric GMM estimation of spatial autoregressive models
• Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
• Spline-backfitted kernel smoothing of nonlinear additive autoregression model

Cited in

(7)

• Estimation for partially linear additive regression with spatial data
• A semiparametric dynamic higher-order spatial autoregressive model
• Consistent two-stage estimation in heterogeneous network autoregressive model
• Oracally efficient estimation and specification testing of partially linear additive spatial autoregressive models
• GMM estimation of fixed effects partially linear additive SAR model with space-time correlated disturbances
• Semiparametric partially linear varying coefficient higher-order spatial autoregressive model
• Higher-order spatial autoregressive varying coefficient model: estimation and specification test

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